Design of RLS Wiener estimators from randomly delayed observations in linear discrete-time stochastic systems

DOI10.1016/J.AMC.2010.09.039zbMath1219.93123OpenAlexW2055559388WikidataQ59552317 ScholiaQ59552317MaRDI QIDQ618061

Seiichi Nakamori, Josefa Linares-Pérez, Aurora Hermoso-Carazo

Publication date: 14 January 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.09.039

zbMATH Keywords

discrete-time stochastic systemrandomly delayed observationsRLS Wiener fixed-point smoothercovariance informationrecursive least-squares (RLS) Wiener filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Related Items (2)

RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems ⋮ Information fusion algorithms for state estimation in multi-sensor systems with correlated missing measurements

Cites Work

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• Linear optimal filtering for discrete-time systems with random jump delays
• Linear unbiased state estimation under randomly varying bounded sensor delay
• New design of estimators using covariance information with uncertain observations in linear discrete-time systems
• On Kalman Filtering for Detectable Systems With Intermittent Observations
• The problem of state estimation via asynchronous communication channels with irregular transmission times
• Optimal recursive estimation with uncertain observation

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